+249.6%
ALAB vs HWM
+224.5%
+25.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.1% | +8.6% | +10.5% |
| 7D | -5.6% | +1.6% | -7.2% | -5.6% |
| 30D | -36.6% | -3.9% | -32.7% | -34.8% |
| 3M | -35.1% | -23.2% | -11.9% | -23.8% |
| 6M | +8.5% | -20.0% | +28.5% | +24.1% |
| YTD | +30.4% | +5.7% | +24.7% | +19.2% |
| 1Y | +31.0% | +4.9% | +26.2% | +20.7% |
| All | +249.6% | +224.5% | +25.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling